Connor, Clark & Lunn Investment Management (CC&L)

www.cclinvest.com

3 Jobs

138 Employees

About the Company

We are a privately-owned investment management organization with a unique culture dedicated to its people and delivering outstanding client service and a wide range of attractive investment solutions to a diverse client base. We focus on our culture and the development of our professional resources, recognizing that it’s our people that drives success. We understand the investment challenges faced by individuals, pension plans, corporations, foundations, mutual funds, Indigenous groups and other organizations, and focus our efforts on meeting their investment needs by offering a comprehensive array of investment strategies, spanning traditional and alternative asset classes in a variety of quantitative and fundamental styles. __ Whether you are looking for a specific strategy or need a balanced portfolio, we can help you achieve your investment goals. Connor, Clark & Lunn Investment Management Ltd. is part of the Connor, Clark & Lunn Financial Group Ltd. (CC&L Financial Group), a multi-boutique investment management company whose affiliates collectively manage over CAD$139 billion in assets under management. Our affiliation with the CC&L Financial Group allows us to focus on what we do best: the development of our people and culture in order to deliver innovative investment solutions to our clients.

Listed Jobs

Company Name: Connor, Clark & Lunn Investment Management (CC&L)
Job Title: Software Development Engineer
Job Description: Job Title: Software Development Engineer Role Summary: Lead the full software development lifecycle for a quantitative equity fund, creating and maintaining advanced technology solutions—including machine learning pipelines, cloud services, optimization engines, custom databases, and data visualizations—to support investment decisions. Expactations: - Bachelor’s, master’s, or equivalent experience in computer science, software engineering, or related field. - Strong analytical ability to tackle complex financial problems. - Passion for learning new programming languages and technologies. - Effective collaborative communication with portfolio managers, analysts, and researchers. - Keen interest in investment management concepts and domain knowledge. Key Responsibilities: - Design, develop, test, and deploy scalable, high-performance software for quantitative finance applications. - Collaborate with investment professionals to analyze and translate financial challenges into technical solutions. - Maintain and enhance existing systems to ensure reliability, performance, and security. - Implement data ingestion, processing, and visualization workflows supporting trading strategies. - Participate in code reviews, architecture discussions, and continuous integration pipelines. Required Skills: - Proficiency in at least one of the following: Kdb+/Q, Python, R, Java, C#, Spark. - Experience with cloud platforms (AWS, Azure, GCP) and associated services. - Familiarity with high‑performance databases and data structures. - Strong problem‑solving and debugging capabilities. - Clear verbal and written communication skills. Required Education & Certifications: - Degree in Computer Science, Software Engineering, or related discipline, or demonstrable equivalent programming experience.

Vancouver, Canada

Hybrid

20-11-2025

Company Name: Connor, Clark & Lunn Investment Management (CC&L)
Job Title: Data Scientist, Investment Data
Job Description: **Job Title** Data Scientist – Investment Data **Role Summary** Leverage data science, machine learning, and AI to build, scale, and evaluate integrated data models that support alpha research in a quantitative equity environment. **Expectations** Develop excellence in large‑scale data engineering, NER, knowledge graph construction, and precision modeling, while collaborating with researchers and technologists to deliver production-ready solutions and clear stakeholder communication. **Key Responsibilities** - Design, implement, and maintain scalable data pipelines for structured and unstructured investment data. - Develop and refine named entity recognition and knowledge graph techniques at scale. - Create algorithms to identify, link, and explore billions of data points for research needs. - Perform rigorous data quality, reliability testing, and documentation. - Collaborate with quantitative researchers to support alpha initiatives and with technology teams to balance performance and feasibility. - Deploy models to production, ensuring long‑term reliability and maintainability. - Present findings, recommendations, and technical insights to senior stakeholders. **Required Skills** - Strong analytical mindset with data‑driven decision making. - Proven experience in ML/AI model development, validation, and performance enhancement on large datasets. - Expertise in data engineering, NER, graph databases, and scalable data processing frameworks. - Understanding of financial concepts and ability to integrate domain knowledge. - Self‑starter with excellent time management and prioritization. - Collaborative communication of complex technical ideas to non‑technical audiences. **Required Education & Certifications** - Bachelor’s degree in finance, mathematics, statistics, computer science, engineering, or related field (master’s degree considered an asset). - No specific certifications required, but experience with relevant data science and machine learning tools is essential.

Vancouver, Canada

Hybrid

25-12-2025

Company Name: Connor, Clark & Lunn Investment Management (CC&L)
Job Title: Quantitative Equity Research, Intern
Job Description: **Job Title:** Quantitative Equity Research Intern **Role Summary:** Internship (4‑8 months) on a high‑performance Quantitative Equity team focused on developing algorithmic investment strategies for large‑scale asset management. Responsibilities include researching new equity models, sourcing and validating novel data signals, and collaborating with technology, portfolio, and investment teams to enhance investment performance. **Expectations:** - Deliver high‑quality research outputs with rigorous statistical validation. - Contribute to the ideation of investment insights and model development. - Communicate complex analytical findings to senior decision makers. - Work independently and collaboratively in a fast‑paced, data‑driven environment. - Maintain a commitment to academic excellence (minimum 3.7 GPA) and continuous learning. **Key Responsibilities:** 1. Develop, test, and back‑test new quantitative equity models. 2. Generate and evaluate investment ideas based on emerging data sets. 3. Apply statistical and machine‑learning techniques to financial data. 4. Source, clean, and analyze proprietary and alternative data sources. 5. Collaborate with technology, portfolio management, and investment teams to integrate models into production. 6. Produce research reports and present findings to senior analysts and portfolio managers. 7. Validate model performance and document assumptions, methodologies, and results. **Required Skills:** - Strong background in quantitative research, statistics, and data science. - Proficiency in programming languages (Python, R, or similar) and data manipulation tools. - Understanding of securities valuation, market microstructure, and equity research fundamentals. - Analytical mindset with the ability to balance intuition and model validation. - Excellent written and verbal communication, capable of explaining technical concepts to non‑technical stakeholders. - Collaborative teamwork and proactive information sharing. - Experience with academic research projects, publications, or awards is advantageous. **Required Education & Certifications:** - Current enrollment in an undergraduate program (Finance, Mathematics, Statistics, Computer Science, Economics, Data Science, or related discipline). - Final internship term preferred. - Minimum cumulative GPA of 3.7. - Demonstrated research experience (e.g., academic projects, publications, or relevant coursework).